-12.0%
LUV vs KGC
+435.7%
-447.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.6% |
| 7D | -0.1% | -8.4% | +8.3% | +1.0% |
| 30D | -14.6% | +6.3% | -21.0% | -15.5% |
| 3M | -5.7% | +22.4% | -28.1% | -8.6% |
| 6M | -8.4% | -11.4% | +3.0% | -7.8% |
| YTD | -5.1% | +3.1% | -8.3% | -6.8% |
| 1Y | +26.6% | +26.6% | 0.0% | +20.7% |
| 3Y | +39.7% | +525.6% | -485.9% | +8.0% |
| 5Y | -12.0% | +451.7% | -463.7% | -29.1% |
| All | -12.0% | +435.7% | -447.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling